+109.8%
AAPL vs CHRW
+89.7%
+20.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -3.0% | +4.1% | -7.0% | -3.8% |
| 30D | +2.3% | +1.9% | +0.4% | +1.8% |
| 3M | +8.6% | -21.2% | +29.8% | +13.5% |
| 6M | +21.6% | -16.7% | +38.2% | +24.6% |
| YTD | +16.3% | -5.4% | +21.7% | +14.6% |
| 1Y | +35.1% | +21.2% | +13.9% | +23.3% |
| 3Y | +79.4% | +86.5% | -7.1% | +41.0% |
| 5Y | +109.8% | +93.0% | +16.8% | +61.3% |
| All | +109.8% | +89.7% | +20.2% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling